-48.9%
TSLL vs BMY
+2.0%
-50.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +0.5% | -2.0% | +2.5% | +0.7% |
| 30D | +2.7% | +9.3% | -6.6% | +1.9% |
| 3M | +26.3% | -0.1% | +26.3% | +26.5% |
| 6M | -37.2% | +15.5% | -52.6% | -38.1% |
| YTD | -44.2% | +21.8% | -66.1% | -45.2% |
| 1Y | -44.0% | +34.9% | -78.8% | -45.6% |
| 3Y | 0.0% | +43.2% | -43.2% | +0.2% |
| All | -48.9% | +2.0% | -50.9% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling